Published in

Cambridge University Press, Journal of Applied Probability, 2(33), p. 472-489, 1996

DOI: 10.2307/3215072

Links

Tools

Export citation

Search in Google Scholar

Approximate versions of Melamed's theorem

Journal article published in 1996 by A. D. Barbour, Timothy C. Brown
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

Full text: Unavailable

Green circle
Preprint: archiving allowed
Green circle
Postprint: archiving allowed
Red circle
Published version: archiving forbidden
Data provided by SHERPA/RoMEO

Abstract

In 1979, Melamed proved that, in an open migration process, the absence of ‘loops' is necessary and sufficient for the equilibrium flow along a link to be a Poisson process. In this paper, we prove approximation theorems with the same flavour: the difference between the equilibrium flow along a link and a Poisson process with the same rate is bounded in terms of expected numbers of loops. The proofs are based on Stein's method, as adapted for bounds on the distance of the distribution of a point process from a Poisson process in Barbour and Brown (1992b). Three different distances are considered, and illustrated with an example consisting of a system of tandem queues with feedback. The upper bound on the total variation distance of the process grows linearly with time, and a lower bound shows that this can be the correct order of approximation.

Beta version